+115.3%
AGNC vs FIVN
+285.7%
-170.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.5% |
| 7D | -4.7% | -7.8% | +3.2% | -4.1% |
| 30D | -5.7% | -1.7% | -3.9% | -5.6% |
| 3M | +1.9% | +47.2% | -45.3% | -1.7% |
| 6M | +1.8% | +82.7% | -80.9% | -4.2% |
| YTD | +3.4% | +52.9% | -49.5% | -1.6% |
| 1Y | +13.6% | +17.5% | -3.9% | +10.3% |
| 3Y | +60.4% | -55.8% | +116.2% | +65.9% |
| 5Y | +27.0% | -82.3% | +109.3% | +34.5% |
| 10Y | +83.1% | +116.5% | -33.4% | +81.7% |
| All | +115.3% | +285.7% | -170.3% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling